A Comparison of Some Methods for Parameter Estimation in the Mixed Lognormal Distribution
- Hee Jae Kim
- 한국자료분석학회
- Journal of The Korean Data Analysis Society (JKDAS)
- Vol.12 No.4
- 등재여부 : KCI등재
- 2010.08
- 1851 - 1860 (10 pages)
The use of the lognormal distribution in reliability and maintainability analysis has become increasingly widespread. This paper deals with estimating parameters from a mixture of two lognormal distributions. First, quasi moment estimation is used to estimate the mean and reliability of the mixed model when data are grouped and Type-I censored. Second, maximum likelihood estimation is used to estimate the parameters. Third, plug-in estimation is used to estimate the parameters. Finally, presented is the mean square error and bias for each estimation of the parameters of a mixed lognormal distribution. Simulation study of the estimator has been carried out by two method, normal equation and the steepest descent method through Monte Carlo simulation.
1. Introduction
2. The Mixture Model of Two Lognormal Distributions
3. The Method of Parameter Estimation
4. Numerical Examples and Conclusion
References